public static DateTime eqOpLibXllBuildTime()
{
DateTime buildTime = new DateTime();
try
{
buildTime = getXllBuildTime();
}
catch (Exception ex)
{
ExcelUtil.logError("", "", ex.Message);
}
return(buildTime);
}
public static object eqModelGetDoubleExponentialTermVol(
[ExcelArgument(Description = "id of double exponential atm model ")] string ObjectId,
[ExcelArgument(Description = "from t ")] double tfrom,
[ExcelArgument(Description = "to t ")] double tto, // 0 to t
[ExcelArgument(Description = "T value ")] double maturityT,
[ExcelArgument(Description = "T Vol ")] double TQuoteVol) // for T
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
try
{
if (ExcelUtil.isNull(tfrom))
{
tfrom = 0.0;
}
bool bigT = true;
if (ExcelUtil.isNull(TQuoteVol) || (TQuoteVol == 0.0))
{
bigT = false;
}
Xl.Range rng = ExcelUtil.getActiveCellRange();
DoubleExponentialCalibration atmvol = OHRepository.Instance.getObject <DoubleExponentialCalibration>(ObjectId);
double scaler = 1.0;
if (bigT)
{
DoubleVector tv = new DoubleVector(); tv.Add(maturityT);
DoubleVector vv = new DoubleVector(); vv.Add(TQuoteVol);
scaler = atmvol.k(tv, vv)[0];
}
return(scaler * atmvol.value(tfrom, tto, maturityT));
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return(e.Message);
}
}
public static string eqOpLibXllBuiltBy()
{
string user;
try
{
user = getBuildUser();
}
catch (Exception ex)
{
ExcelUtil.logError("", "", ex.Message);
user = ex.Message;
}
return(user);
}
public static string eqIndexesSetHistory(
[ExcelArgument(Description = "index name (USDOIS, USDLIB3M) ")] string name,
[ExcelArgument(Description = "historical dates ")] object[] dates,
[ExcelArgument(Description = "historical fixings ")] double[] quotes,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
if (dates.Length != quotes.Length)
{
return("size mismatch");
}
DateVector dt = new DateVector(dates.Length);
DoubleVector qs = new DoubleVector(dates.Length);
for (int i = 0; i < dates.Length; i++)
{
dt.Add(new Date(Convert.ToInt32(dates[i])));
qs.Add(quotes[i]);
}
if (!name.Contains('@'))
{
name = "IDX@" + name;
}
string name2 = EliteQuant.Curves.IndexMapping.ExtIndexName2EQName(name);
RealTimeSeries fixings = new RealTimeSeries(dt, qs);
IndexManager.instance().setHistory(name2, fixings);
return(name);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static object eqInstCommodityFuture(
[ExcelArgument(Description = "id of instrument ")] string ObjectId,
[ExcelArgument(Description = "name of instrument ")] string name, // given by user, could be the same as objectid
[ExcelArgument(Description = "buy/sell (1/-1) ")] int buysell,
[ExcelArgument(Description = "trade price ")] double tradePrice,
[ExcelArgument(Description = "trade quantity ")] double quantity,
[ExcelArgument(Description = "start date ")] DateTime startdate,
[ExcelArgument(Description = "end date ")] DateTime enddate,
[ExcelArgument(Description = "id of commodity index ")] string indexid,
[ExcelArgument(Description = "id of discount curve ")] string discountId,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
try
{
Xl.Range rng = ExcelUtil.getActiveCellRange();
CommodityIndexExt idx = OHRepository.Instance.getObject <CommodityIndexExt>(indexid);
YieldTermStructureHandle discountcurve = OHRepository.Instance.getObject <YieldTermStructureHandle>(discountId);
Date refDate = discountcurve.referenceDate();
EliteQuant.Date sd = EliteQuant.EQConverter.ConvertObject <EliteQuant.Date>(startdate);
EliteQuant.Date ed = EliteQuant.EQConverter.ConvertObject <EliteQuant.Date>(enddate);
PricingPeriodExt pp = new PricingPeriodExt(sd, ed, sd, quantity); // pay at start date
EnergyFutureExt ef = new EnergyFutureExt(buysell, pp, tradePrice, idx, name, discountcurve);
// Store the futures and return its id
string id = "Fut@" + ObjectId;
OHRepository.Instance.storeObject(id, ef, callerAddress);
id += "#" + (String)DateTime.Now.ToString(@"HH:mm:ss");
return(id);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static string eqIRCurveFuturesRateHelper(
[ExcelArgument(Description = "(String) id of rate helper object ")] String ObjectId,
[ExcelArgument(Description = "(double) quote of ED futures e.g. 99.5 ")] double price,
[ExcelArgument(Description = "(double) convexity adjustment default 0 ")] double convadj,
[ExcelArgument(Description = "order of ED futures start from 1 ")] int order,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
// use default value
EliteQuant.IborIndex idx = new EliteQuant.USDLibor(new EliteQuant.Period(3, EliteQuant.TimeUnit.Months));
EliteQuant.Date today = EliteQuant.Settings.instance().getEvaluationDate();
EliteQuant.Date settlementdate = idx.fixingCalendar().advance(today, (int)idx.fixingDays(), EliteQuant.TimeUnit.Days);
EliteQuant.QuoteHandle quote_ = new EliteQuant.QuoteHandle(new EliteQuant.SimpleQuote(price));
EliteQuant.QuoteHandle conv_ = new EliteQuant.QuoteHandle(new EliteQuant.SimpleQuote(convadj));
EliteQuant.Date imm_startdate = EliteQuant.IMM.nextDate(settlementdate, false);
for (int i = 0; i < order - 1; i++)
{
imm_startdate = EliteQuant.IMM.nextDate(cal_usd_gbp.advance(imm_startdate, 1, EliteQuant.TimeUnit.Days), false);
}
EliteQuant.Date enddate = imm_startdate + 90;
EliteQuant.RateHelper rh = new EliteQuant.FuturesRateHelper(quote_, imm_startdate, enddate, dc_act_360, conv_);
string id = "RHED@" + ObjectId;
OHRepository.Instance.storeObject(id, rh, callerAddress);
return(id + "#" + DateTime.Now.ToString("HH:mm:ss"));
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static bool eqTimeIsBusinessDay(
[ExcelArgument(Description = "Date ")] DateTime date,
[ExcelArgument(Description = "Calendar (default NYC) ")] string calendar)
{
if (ExcelUtil.CallFromWizard())
{
return(false);
}
string callerAddress = "";
try
{
callerAddress = ExcelUtil.getActiveCellAddress();
OHRepository.Instance.removeErrorMessage(callerAddress);
}
catch (Exception)
{
}
try
{
if (date == DateTime.MinValue)
{
throw new Exception("Date must not be empty. ");
}
EliteQuant.Date d = EliteQuant.EQConverter.ConvertObject <EliteQuant.Date>(date);
if (string.IsNullOrEmpty(calendar))
{
calendar = "NYC";
}
EliteQuant.Calendar can = EliteQuant.EQConverter.ConvertObject <EliteQuant.Calendar>(calendar);
return(can.isBusinessDay(d));
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return(false);
}
}
public static object eqInstSaveIRSwapToDisk(
[ExcelArgument(Description = "id of IR Swap ")] string tradeid,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
try
{
Xl.Range rng = ExcelUtil.getActiveCellRange();
string genswaptplid_ = tradeid;
if (!genswaptplid_.Contains('@'))
{
genswaptplid_ = "SWP@" + genswaptplid_;
}
if (!genswaptplid_.Contains("_TPL"))
{
genswaptplid_ = genswaptplid_ + "_TPL";
}
EliteQuant.Instruments.InterestRateGenericSwap genswaptpl = OHRepository.Instance.getObject <EliteQuant.Instruments.InterestRateGenericSwap>(genswaptplid_);
string path = EliteQuant.ConfigManager.Instance.IRRootDir + @"Trades\";
EliteQuant.Instruments.InterestRateGenericSwap.Serialize(genswaptpl,
path + tradeid + ".xml");
return(tradeid);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static string eqIRCurveDepositRateHelper(
[ExcelArgument(Description = "(String) id of rate helper object ")] String ObjectId,
[ExcelArgument(Description = "(double) quote of deposit rate ")] double Quote,
[ExcelArgument(Description = "(String) forward start month, e.g. 7D, 3M ")] String Tenor,
[ExcelArgument(Description = "int fixingDays ")] int fixingDays,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
// use default value
// // "london stock exchange"; "Actual/360"; "fixingDays = 2", "MF", "eom = true"
EliteQuant.IborIndex idx_usdlibor = new EliteQuant.USDLibor(new EliteQuant.Period(3, EliteQuant.TimeUnit.Months));
if (ExcelUtil.isNull(fixingDays))
{
fixingDays = (int)idx_usdlibor.fixingDays();
}
EliteQuant.QuoteHandle quote_ = new EliteQuant.QuoteHandle(new EliteQuant.SimpleQuote(Quote));
EliteQuant.Period tenor_ = EliteQuant.EQConverter.ConvertObject <EliteQuant.Period>(Tenor);
EliteQuant.RateHelper rh = new EliteQuant.DepositRateHelper(quote_, tenor_, (uint)fixingDays, cal_usd,
bdc_usd, eom_usd, dc_act_360);
string id = "RHDEP@" + ObjectId;
OHRepository.Instance.storeObject(id, rh, callerAddress);
return(id + "#" + DateTime.Now.ToString("HH:mm:ss"));
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static bool TestExcelType(Object obj)
{
if (!(obj is object[, ]))
{
if (obj is ExcelError || ExcelUtil.isEQError(obj))
{
return(false);
}
}
else
{
foreach (Object o in (object[, ])obj)
{
if (o is ExcelError || ExcelUtil.isEQError(o))
{
return(false);
}
}
}
return(true);
}
public static object eqTimeGetEvaluationDate()
{
if (ExcelUtil.CallFromWizard())
{
return(false);
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
try
{
Date dt = EliteQuant.Settings.instance().getEvaluationDate();
return(EliteQuant.EQConverter.ConvertObject <DateTime>(dt));
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return(e.Message);
}
}
public static string eqIRCurveOISFFBasisSwapHelper(
[ExcelArgument(Description = "(String) id of rate helper object ")] String ObjectId,
[ExcelArgument(Description = "(double) quote of swap rate ")] double quote,
[ExcelArgument(Description = "(double) basis spread ")] double basisspread,
[ExcelArgument(Description = "(String) forward start month, e.g. 7D, 3M ")] String Tenor,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
// use default value. Eonia and ois has same convention
EliteQuant.OvernightIndex idx = new EliteQuant.Eonia();
EliteQuant.QuoteHandle rate_ = new EliteQuant.QuoteHandle(new EliteQuant.SimpleQuote(quote));
EliteQuant.QuoteHandle spread_ = new EliteQuant.QuoteHandle(new EliteQuant.SimpleQuote(basisspread));
EliteQuant.Period tenor_ = EliteQuant.EQConverter.ConvertObject <EliteQuant.Period>(Tenor);
EliteQuant.DayCounter dc = new EliteQuant.Actual360();
// arithmetic average, not compounded. USBG
EliteQuant.RateHelper rh = new EliteQuant.FixedOISBasisRateHelper(2, tenor_, spread_, rate_,
EliteQuant.Frequency.Quarterly, EliteQuant.BusinessDayConvention.ModifiedFollowing,
dc, idx, EliteQuant.Frequency.Quarterly);
string id = "RHFFB@" + ObjectId;
OHRepository.Instance.storeObject(id, rh, callerAddress);
return(id + "#" + DateTime.Now.ToString("HH:mm:ss"));
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static string eqOpVersion()
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
OHRepository.Instance.removeErrorMessage(callerAddress);
try
{
return(getVerStr());
}
catch (Exception exception_)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), exception_.Message);
return("");
}
}
public static object eqIndexeGetHistory(
[ExcelArgument(Description = "index name (USDOIS, USDLIB3M) ")] String name,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
if (!name.Contains('@'))
{
name = "IDX@" + name;
}
string name2;
name2 = EliteQuant.Curves.IndexMapping.ExtIndexName2EQName(name);
RealTimeSeries fixings = IndexManager.instance().getHistory(name2);
double[,] ret = new double[fixings.size(), 2];
for (int i = 0; i < ret.GetLength(0); i++)
{
ret[i, 0] = fixings.dates()[i].serialNumber();
ret[i, 1] = fixings.values()[i];
}
return(ret);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static object eqTimeBusinessDaysBetween(
[ExcelArgument(Description = "Start Date ")] DateTime date1,
[ExcelArgument(Description = "End Date ")] DateTime date2,
[ExcelArgument(Description = "Calendar (default NYC) ")] string calendar)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
OHRepository.Instance.removeErrorMessage(callerAddress);
try
{
if ((date1 == DateTime.MinValue) || (date2 == DateTime.MinValue))
{
throw new Exception("Date must not be empty. ");
}
Date start = EliteQuant.EQConverter.ConvertObject <Date>(date1);
Date end = EliteQuant.EQConverter.ConvertObject <Date>(date2);
if (string.IsNullOrEmpty(calendar))
{
calendar = "NYC";
}
EliteQuant.Calendar can = EliteQuant.EQConverter.ConvertObject <EliteQuant.Calendar>(calendar);
return(can.businessDaysBetween(start, end, false, false));
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("");
}
}
public static object eqCurveCommodDisplayForwardsCurve(
[ExcelArgument(Description = "curve id ")] string ObjectId,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
if (!ObjectId.Contains('@'))
{
ObjectId = "CRV@" + ObjectId;
}
CommodityCurveExt curve = OHRepository.Instance.getObject <CommodityCurveExt>(ObjectId);
DateVector dts = curve.dates();
DoubleVector pts = curve.prices();
double[,] ret = new double[dts.Count, 2];
for (int i = 0; i < dts.Count; i++)
{
ret[i, 0] = dts[i].serialNumber();
ret[i, 1] = pts[i];
}
return(ret);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static string eqCurveIRFlatForward(
[ExcelArgument(Description = "curve id ")] string ObjectId,
[ExcelArgument(Description = "flat rate ")] double forward,
[ExcelArgument(Description = "settlement days ")] int settlementdays,
[ExcelArgument(Description = "calendar ")] string calendar,
[ExcelArgument(Description = "day counter ")] string daycounter,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
settlementdays = 0;
calendar = "NULL";
daycounter = "Actual365Fixed";
YieldTermStructureHandle handle = new YieldTermStructureHandle(
new FlatForward(0, new NullCalendar(), forward, new Actual365Fixed()));
// Store the option and return its id
string id = "CRV@" + ObjectId;
OHRepository.Instance.storeObject(id, handle, callerAddress);
id += "#" + (String)DateTime.Now.ToString(@"HH:mm:ss");
return(id);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static T ConvertObject <T>(Object obj, Object defaultValue)
{
try
{
if (ExcelUtil.isNull(obj))
{
if (defaultValue != null)
{
return((T)defaultValue);
}
else
{
throw new Exception(" Conversion failed. " + typeof(T).FullName);
}
}
return(EliteQuant.EQConverter.ConvertObject <T>(obj, defaultValue));
// return default(T);
}
catch (System.Exception e)
{
throw new Exception(" Conversion failed: " + typeof(T).FullName + ", " + e.Message);
}
}
public static object eqTimeDateFromFuturesSymbol(
[ExcelArgument(Description = "futures symbol (e.g. F16 ")] string fsymbol)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
OHRepository.Instance.removeErrorMessage(callerAddress);
try
{
DateTime ret = EliteQuant.Utils.DateFromFuturesSymbol(fsymbol);
return(ret);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("");
}
}
public static string eqIRCurveLiborBasisSwapHelper(
[ExcelArgument(Description = "(String) id of rate helper object ")] String ObjectId,
[ExcelArgument(Description = "(String) base leg (usually USDLIB3M) ")] String baseLeg,
[ExcelArgument(Description = "(String) basis leg (USDLIB1M, USDLIB6M, etc) ")] String basisLeg,
[ExcelArgument(Description = "(double) basis spread ")] double basis,
[ExcelArgument(Description = "(String) basis swap tenor (1Y, 2Y, etc) ")] String tenor,
[ExcelArgument(Description = "Discount Curve (USDLIB3M or USDOIS) ")] String discount,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
// use default value. Eonia and ois has same convention
if (!baseLeg.Contains('@'))
{
baseLeg = "IDX" + baseLeg;
}
EliteQuant.IborIndex baseidx = OHRepository.Instance.getObject <EliteQuant.IborIndex>(baseLeg);
EliteQuant.IborIndex basisidx = null;
switch (basisLeg.ToUpper())
{
case "USDLIB1M":
basisidx = new EliteQuant.USDLibor(new EliteQuant.Period(1, EliteQuant.TimeUnit.Months));
break;
case "USDLIB6M":
basisidx = new EliteQuant.USDLibor(new EliteQuant.Period(6, EliteQuant.TimeUnit.Months));
break;
case "USDLIB12M":
basisidx = new EliteQuant.USDLibor(new EliteQuant.Period(12, EliteQuant.TimeUnit.Months));
break;
default:
break;
}
EliteQuant.YieldTermStructure curve = null;
EliteQuant.YieldTermStructureHandle yth = null;
if (!discount.Contains('@'))
{
discount = "CRV@" + discount;
}
if (!ExcelUtil.isNull(discount))
{
curve = OHRepository.Instance.getObject <EliteQuant.YieldTermStructure>(discount);
yth = new EliteQuant.YieldTermStructureHandle(curve);
}
EliteQuant.QuoteHandle basis_ = new EliteQuant.QuoteHandle(new EliteQuant.SimpleQuote(basis));
EliteQuant.Period tenor_ = EliteQuant.EQConverter.ConvertObject <EliteQuant.Period>(tenor);
// arithmetic average, not compounded. USBG
EliteQuant.RateHelper rh = new EliteQuant.IBORBasisRateHelper(2, tenor_, basis_, baseidx, basisidx, yth);
string id = "RHBAS@" + ObjectId;
OHRepository.Instance.storeObject(id, rh, callerAddress);
return(id + "#" + DateTime.Now.ToString("HH:mm:ss"));
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static string eqCurveIRIndex(
[ExcelArgument(Description = "index id (USDOIS, USDLIB3M, USDLIB1M ")] string ObjectId,
[ExcelArgument(Description = "currency (USD, GBP, CAD, EUR, JPY ) ")] string Curncy,
[ExcelArgument(Description = "id or name of discount curve ")] string discountId,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
if (!discountId.Contains('@'))
{
discountId = "CRV@" + discountId;
}
EliteQuant.YieldTermStructure curve = OHRepository.Instance.getObject <EliteQuant.YieldTermStructure>(discountId);
YieldTermStructureHandle h = new YieldTermStructureHandle(curve);
// market defaults
IborIndex idx_default;
if (ObjectId == "USDOIS") //
{
// Eonia and ois shares defaults
//idx_default = new Eonia(h);
//idx_default = new OvernightIndex("USDOIS", 0, new USDCurrency(), new TARGET(), new Actual360(), h);
idx_default = new FedFunds(h);
}
else
{
Period tenor = null;
switch (ObjectId)
{
case "USDLIB3M":
tenor = new Period(3, TimeUnit.Months);
break;
case "USDLIB1M":
tenor = new Period(1, TimeUnit.Months);
break;
case "USDLIB6M":
tenor = new Period(6, TimeUnit.Months);
break;
case "USDLIB12M":
tenor = new Period(12, TimeUnit.Months);
break;
}
idx_default = new USDLibor(tenor, h);
}
// Store the option and return its id
string id = "IDX@" + ObjectId;
OHRepository.Instance.storeObject(id, idx_default, callerAddress);
id += "#" + (String)DateTime.Now.ToString(@"HH:mm:ss");
return(id);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static string eqIRCurveSwapRateHelper(
[ExcelArgument(Description = "(String) id of rate helper object ")] String ObjectId,
[ExcelArgument(Description = "(double) quote of swap rate ")] double quote,
[ExcelArgument(Description = "(String) forward start month, e.g. 7D, 3M ")] String Tenor,
[ExcelArgument(Description = " spread ")] double spread,
[ExcelArgument(Description = " name of swap curve(USDLIB3M, USDLIB1M, USDLIB6M, USDLIB12M) ")] string idx,
[ExcelArgument(Description = " id of discount curve (USDOIS) ")] string discount,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
// use default value
EliteQuant.IborIndex idx_usdlibor = null;
EliteQuant.QuoteHandle rate_ = new EliteQuant.QuoteHandle(new EliteQuant.SimpleQuote(quote));
EliteQuant.Period tenor_ = EliteQuant.EQConverter.ConvertObject <EliteQuant.Period>(Tenor);
if (ExcelUtil.isNull(spread))
{
spread = 0.0;
}
EliteQuant.QuoteHandle spread_ = new EliteQuant.QuoteHandle(new EliteQuant.SimpleQuote(spread));
EliteQuant.RateHelper rh = null;
if (ExcelUtil.isNull(idx))
{
idx_usdlibor = new EliteQuant.USDLibor(new EliteQuant.Period(3, EliteQuant.TimeUnit.Months));
}
else
{
switch (idx)
{
case "USDLIB1M":
idx_usdlibor = new EliteQuant.USDLibor(new EliteQuant.Period(1, EliteQuant.TimeUnit.Months));
break;
case "USDLIB6M":
idx_usdlibor = new EliteQuant.USDLibor(new EliteQuant.Period(6, EliteQuant.TimeUnit.Months));
break;
case "USDLIB12M":
idx_usdlibor = new EliteQuant.USDLibor(new EliteQuant.Period(12, EliteQuant.TimeUnit.Months));
break;
default:
idx_usdlibor = new EliteQuant.USDLibor(new EliteQuant.Period(3, EliteQuant.TimeUnit.Months));
break;
}
}
if (ExcelUtil.isNull(discount))
{
rh = new EliteQuant.SwapRateHelper(rate_, tenor_,
cal_usd_gbp, EliteQuant.Frequency.Semiannual, bdc_usd, dc_30_360, idx_usdlibor);
}
else
{
if (!discount.Contains('@'))
{
discount = "CRV@" + discount;
}
EliteQuant.YieldTermStructure curve = OHRepository.Instance.getObject <EliteQuant.YieldTermStructure>(discount);
EliteQuant.YieldTermStructureHandle yth = new EliteQuant.YieldTermStructureHandle(curve);
rh = new EliteQuant.SwapRateHelper(rate_, tenor_,
cal_usd_gbp, EliteQuant.Frequency.Semiannual, bdc_usd, dc_30_360,
idx_usdlibor, spread_, new EliteQuant.Period(0, EliteQuant.TimeUnit.Days), yth);
}
string id = "RHSWP@" + ObjectId;
OHRepository.Instance.storeObject(id, rh, callerAddress);
return(id + "#" + DateTime.Now.ToString("HH:mm:ss"));
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static string eqCurveIRIndex2(
[ExcelArgument(Description = "index id (USDOIS, USDLIB3M, USDLIB1M ")] string ObjectId,
[ExcelArgument(Description = "currency (USD, GBP, CAD, EUR, JPY ) ")] string Curncy,
[ExcelArgument(Description = "tenors ")] object[] dates,
[ExcelArgument(Description = "discounts ")] double[] discounts,
[ExcelArgument(Description = "calendar ")] string calendar,
[ExcelArgument(Description = "day counter ")] string daycounter,
[ExcelArgument(Description = "id of discount curve ")] string discountId,
[ExcelArgument(Description = "Interpolation Method (Linear, LogLinear) ")] string interp,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
calendar = "NULL";
daycounter = "Actual365Fixed";
if (dates.Length != discounts.Length)
{
return("size mismatch");
}
string interpmethod;
if (ExcelUtil.isNull(interp))
{
interpmethod = "LOGLINEAR";
}
else
{
interpmethod = interp.ToUpper();
}
DateVector datesvector = new DateVector(dates.Length);
DoubleVector discountsvector = new DoubleVector(dates.Length);
for (int i = 0; i < dates.Length; i++)
{
//datesvector.Add(Conversion.ConvertObject<Date>((DateTime)dates[i], "NA"));
datesvector.Add(new Date(Convert.ToInt32(dates[i])));
discountsvector.Add(discounts[i]);
}
YieldTermStructureHandle handle = null;
if (interpmethod == "LINEAR")
{
handle = new YieldTermStructureHandle(
new LinearDiscountCurve(datesvector, discountsvector, new Actual365Fixed(), new NullCalendar()));
}
else
{
handle = new YieldTermStructureHandle(
new DiscountCurve(datesvector, discountsvector, new Actual365Fixed(), new NullCalendar()));
}
// Store the option and return its id
string id = "CRV@" + ObjectId;
OHRepository.Instance.storeObject(id, handle, callerAddress);
id += "#" + (String)DateTime.Now.ToString(@"HH:mm:ss");
return(id);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static object eqIRCurveSaveCurveToDisk(
[ExcelArgument(Description = "asofdate ")] DateTime asofdate,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
try
{
Xl.Range rng = ExcelUtil.getActiveCellRange();
if (ExcelUtil.isNull(asofdate))
{
asofdate = DateTime.Today;
}
string[] curves = new string[] { "USDOIS", "USDLIB3M", "USDLIB1M", "USDLIB6M", "USDLIB12M" };
string path;
foreach (var s in curves)
{
string targetcurve;
if (s.Contains("@"))
{
targetcurve = s;
}
else
{
targetcurve = "CRV@" + s;
}
EliteQuant.YieldTermStructure curve = OHRepository.Instance.getObject <EliteQuant.YieldTermStructure>(targetcurve);
if (curve.GetType() == typeof(EliteQuant.DiscountCurve))
{
asofdate = EliteQuant.EQConverter.DateToDateTime((curve as DiscountCurve).dates()[0]);
string[] ret = new string[(curve as DiscountCurve).dates().Count];
for (int i = 0; i < (curve as DiscountCurve).dates().Count; i++)
{
ret[i] = (curve as DiscountCurve).dates()[i].serialNumber() + "," + (curve as DiscountCurve).discounts()[i].ToString();
}
path = EliteQuant.ConfigManager.Instance.IRRootDir + @"Curves\"
+ EliteQuant.EQConverter.DateTimeToString(EliteQuant.EQConverter.DateToDateTime((curve as DiscountCurve).dates()[0])) + "\\";
if (!System.IO.Directory.Exists(path))
{
System.IO.Directory.CreateDirectory(path);
}
System.IO.File.WriteAllLines(path + s + ".csv", ret);
}
else if (curve.GetType() == typeof(EliteQuant.LinearDiscountCurve))
{
asofdate = EliteQuant.EQConverter.DateToDateTime((curve as LinearDiscountCurve).dates()[0]);
string[] ret = new string[(curve as LinearDiscountCurve).dates().Count];
for (int i = 0; i < (curve as LinearDiscountCurve).dates().Count; i++)
{
ret[i] = (curve as LinearDiscountCurve).dates()[i].serialNumber() + "," + (curve as LinearDiscountCurve).discounts()[i].ToString();
}
path = EliteQuant.ConfigManager.Instance.IRRootDir + @"Curves\"
+ EliteQuant.EQConverter.DateTimeToString(EliteQuant.EQConverter.DateToDateTime((curve as LinearDiscountCurve).dates()[0])) + "\\";
if (!System.IO.Directory.Exists(path))
{
System.IO.Directory.CreateDirectory(path);
}
System.IO.File.WriteAllLines(path + s + ".csv", ret);
}
}
return(asofdate);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return(e.Message);
}
}
public static string eqModelSVI(
[ExcelArgument(Description = "id of option to be constructed ")] string ObjectId,
[ExcelArgument(Description = "ATM forward ")] double forward,
[ExcelArgument(Description = "expiry (years of fraction ")] double tenor,
[ExcelArgument(Description = "Strikes ")] double[] strikes,
[ExcelArgument(Description = "implied vols ")] double[] volatilities,
[ExcelArgument(Description = "initial parameters ")] double[] initials,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
try
{
if (strikes.Length != volatilities.Length)
{
throw new Exception("SABR input lengths don't match.");
}
if (initials.Length != 5)
{
throw new Exception("SVI has five parameters.");
}
int[] idx = volatilities.Select((v, Index) => new { V = v, idx = Index })
.Where(x => x.V == 0)
.Select(x => x.idx)
.ToArray();
QlArray xx = new QlArray((uint)strikes.Length - (uint)idx.Length);
QlArray yy = new QlArray((uint)volatilities.Length - (uint)idx.Length);
for (uint i = 0, j = 0; i < strikes.Length; i++)
{
if (volatilities[i] == 0) // empty
{
continue;
}
xx.set(j, strikes[i]);
yy.set(j, volatilities[i]);
j++;
}
EndCriteria endcriteria = new EndCriteria(100000, 100, 1e-8, 1e-8, 1e-8);
OptimizationMethod opmodel = new Simplex(0.01);
// alpha: ATM Vol, beta: CEV param, rho: underlying/vol correlation, nu: vol of vol
SVIInterpolation svi = new SVIInterpolation(xx, yy, tenor, forward,
initials[0], initials[1], initials[2], initials[3], initials[4],
endcriteria, opmodel, true);
double err = 0;
err = svi.update();
// Store the option and return its id
string id = "MODEL@" + ObjectId;
OHRepository.Instance.storeObject(id, svi, callerAddress);
id += "#" + (String)DateTime.Now.ToString(@"HH:mm:ss");
return(id);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return(e.Message);
}
}
public static string eqIRCurveLinearZero(
[ExcelArgument(Description = "(String) id of curve (USDOIS, USDLIB3M) ")] string ObjectId,
[ExcelArgument(Description = "array of rate helpers ")] object[] ratehelpers,
[ExcelArgument(Description = "Interpolation Method (default LogLinear) ")] string interp,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
Xl.Range rng = ExcelUtil.getActiveCellRange();
try
{
string interpmethod;
if (ExcelUtil.isNull(interp))
{
interpmethod = "LOGLINEAR";
}
else
{
interpmethod = interp.ToUpper();
}
EliteQuant.RateHelperVector rhv = new EliteQuant.RateHelperVector();
EliteQuant.Date today = EliteQuant.Settings.instance().getEvaluationDate();
List <EliteQuant.Date> dates = new List <EliteQuant.Date>();
dates.Add(today); // today has discount 1
foreach (var rid in ratehelpers)
{
if (ExcelUtil.isNull(rid))
{
continue;
}
try
{
EliteQuant.RateHelper rh = OHRepository.Instance.getObject <EliteQuant.RateHelper>((string)rid);
rhv.Add(rh);
dates.Add(rh.latestDate());
}
catch (Exception)
{
// skip null instruments
}
}
// set reference date to today. or discount to 1
EliteQuant.YieldTermStructure yth = new EliteQuant.PiecewiseLogLinearDiscount(today, rhv, dc_act_360);
EliteQuant.DateVector dtv = new EliteQuant.DateVector();
EliteQuant.DoubleVector discv = new EliteQuant.DoubleVector();
foreach (var dt in dates)
{
double disc = yth.discount(dt);
dtv.Add(dt);
discv.Add(disc);
}
// reconstruct the discount curve
// note that discount curve is LogLinear
EliteQuant.YieldTermStructure yth2 = null;
yth2 = new EliteQuant.DiscountCurve(dtv, discv, dc_act_360, ObjectId.Contains("OIS") ? cal_usd : cal_usd_gbp);
if (!ObjectId.Contains('@'))
{
ObjectId = "CRV@" + ObjectId;
}
//string id = "IRCRV@" + ObjectId;
string id = ObjectId;
OHRepository.Instance.storeObject(id, yth2, callerAddress);
return(id + "#" + DateTime.Now.ToString("HH:mm:ss"));
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static object eqInstCommodityVanillaSwap(
[ExcelArgument(Description = "id of instrument ")] string ObjectId,
[ExcelArgument(Description = "name of instrument ")] string name,
[ExcelArgument(Description = "payer/receiver (1/0) ")] bool payer,
[ExcelArgument(Description = "trade price ")] double fixedPrice,
[ExcelArgument(Description = "trade quantity ")] double[] quantities,
[ExcelArgument(Description = "start date ")] object[] startdates,
[ExcelArgument(Description = "end date ")] object[] enddates,
[ExcelArgument(Description = "id of commodity index ")] string indexid,
[ExcelArgument(Description = "id of discount curve ")] string discountId,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
try
{
//bool ispayer = string.Compare(payer.ToUpper(), "PAYER") == 0 ? true : false;
bool ispayer = payer;
if (startdates.Length != enddates.Length)
{
return("size mismatch");
}
Xl.Range rng = ExcelUtil.getActiveCellRange();
CommodityIndexExt idx = OHRepository.Instance.getObject <CommodityIndexExt>(indexid);
YieldTermStructureHandle discountcurve = OHRepository.Instance.getObject <YieldTermStructureHandle>(discountId);
Date refDate = discountcurve.referenceDate();
PricingPeriodExts pps = new PricingPeriodExts(startdates.Length);
for (int i = 0; i < startdates.Length; i++)
{
if (ExcelUtil.isNull(startdates[i]))
{
continue;
}
//EliteQuant.Date sd = Conversion.ConvertObject<EliteQuant.Date>((DateTime)startdates[i], "date");
//EliteQuant.Date ed = Conversion.ConvertObject<EliteQuant.Date>((DateTime)enddates[i], "date");
Date sd = new Date(Convert.ToInt32(startdates[i]));
Date ed = new Date(Convert.ToInt32(enddates[i]));
PricingPeriodExt pp = new PricingPeriodExt(sd, ed, sd, quantities[i]);
pps.Add(pp);
}
EnergyVanillaSwapExt evs = new EnergyVanillaSwapExt(ispayer, fixedPrice, idx, pps, name, discountcurve, discountcurve,
Frequency.Monthly, new NullCalendar());
// Store the futures and return its id
string id = "Swp@" + ObjectId;
OHRepository.Instance.storeObject(id, evs, callerAddress);
id += "#" + (String)DateTime.Now.ToString(@"HH:mm:ss");
return(id);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public static object eqIRCurveLoadCurveFromDisk(
[ExcelArgument(Description = "asofdate ")] DateTime asofdate,
[ExcelArgument(Description = "Interpolation Method (Linear, LogLinear) ")] string interp,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
try
{
Xl.Range rng = ExcelUtil.getActiveCellRange();
if (ExcelUtil.isNull(asofdate))
{
asofdate = DateTime.Today;
}
string[] curves = new string[] { "USDOIS", "USDLIB3M", "USDLIB1M", "USDLIB6M", "USDLIB12M" };
string path;
EliteQuant.IborIndex idx = new EliteQuant.USDLibor(new EliteQuant.Period(3, EliteQuant.TimeUnit.Months));
foreach (var s in curves)
{
string targetcurve;
if (s.Contains("@"))
{
targetcurve = s;
}
else
{
targetcurve = "CRV@" + s;
}
string interpmethod;
if (ExcelUtil.isNull(interp))
{
interpmethod = "LOGLINEAR";
}
else
{
interpmethod = interp.ToUpper();
}
path = EliteQuant.ConfigManager.Instance.IRRootDir + @"Curves\"
+ EliteQuant.EQConverter.DateTimeToString(asofdate) + "\\";
string[] crv = System.IO.File.ReadAllLines(path + s + ".csv");
EliteQuant.DateVector dtv = new EliteQuant.DateVector();
EliteQuant.DoubleVector discv = new EliteQuant.DoubleVector();
foreach (var c in crv)
{
string[] cc = c.Split(',');
Date dt = new Date(Convert.ToInt32(cc[0]));
dtv.Add(dt);
discv.Add(Convert.ToDouble(cc[1]));
}
YieldTermStructure yth = null;
if (interpmethod == "LINEAR")
{
yth = new EliteQuant.LinearDiscountCurve(dtv, discv, idx.dayCounter(), idx.fixingCalendar());
}
else
{
yth = new EliteQuant.DiscountCurve(dtv, discv, idx.dayCounter(), idx.fixingCalendar());
}
string targetcrvid = "CRV@" + s;
OHRepository.Instance.storeObject(targetcrvid, yth, callerAddress); // callerAddress or null ?
}
return(asofdate);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return(e.Message);
}
}
public static object eqTimeSchedule(
[ExcelArgument(Description = "Start Date ")] DateTime date1,
[ExcelArgument(Description = "End Date ")] DateTime date2,
[ExcelArgument(Description = "Tenor (e.g. '3D' or '2Y') ")] string tenor,
[ExcelArgument(Description = "Calendar (default NYC) ")] string calendar,
[ExcelArgument(Description = "BusinessDayConvention (default ModifiedFollowing) ")] string bdc,
[ExcelArgument(Description = "DateGenerationRule (default Backward) ")] string rule,
[ExcelArgument(Description = "is endofmonth ")] bool eom)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
OHRepository.Instance.removeErrorMessage(callerAddress);
try
{
if ((date1 == DateTime.MinValue) || (date2 == DateTime.MinValue))
{
throw new Exception("Date must not be empty. ");
}
Date start = EliteQuant.EQConverter.ConvertObject <Date>(date1);
Date end = EliteQuant.EQConverter.ConvertObject <Date>(date2);
EliteQuant.Period period = EliteQuant.EQConverter.ConvertObject <EliteQuant.Period>(tenor);
if (string.IsNullOrEmpty(calendar))
{
calendar = "NYC";
}
EliteQuant.Calendar can = EliteQuant.EQConverter.ConvertObject <EliteQuant.Calendar>(calendar);
if (string.IsNullOrEmpty(bdc))
{
bdc = "MF";
}
BusinessDayConvention bdc2 = EliteQuant.EQConverter.ConvertObject <BusinessDayConvention>(bdc);
if (string.IsNullOrEmpty(rule))
{
rule = "BACKWARD";
}
DateGeneration.Rule rule2 = EliteQuant.EQConverter.ConvertObject <DateGeneration.Rule>(rule);
Schedule sch = new Schedule(start, end, period, can, bdc2, bdc2, rule2, eom);
object[,] ret = new object[sch.size(), 1];
for (uint i = 0; i < sch.size(); i++)
{
ret[i, 0] = sch.date(i).serialNumber();
}
return(ret);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("");
}
}
public static string eqModelDoubleExponentialATM(
[ExcelArgument(Description = "id of option to be constructed ")] string ObjectId,
[ExcelArgument(Description = "expiry (years of fraction ")] double[] tenors,
[ExcelArgument(Description = "implied vols ")] double[] volatilities,
[ExcelArgument(Description = "initial parameters ")] double[] initials,
[ExcelArgument(Description = "calibrate or not ")] bool calibrate,
[ExcelArgument(Description = "parameter fixed? ")] bool issigmafixed,
[ExcelArgument(Description = "parameter fixed? ")] bool isb1fixed,
[ExcelArgument(Description = "parameter fixed? ")] bool isb2fixed,
[ExcelArgument(Description = "parameter fixed? ")] bool islambdafixed,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
try
{
if (tenors.Length != volatilities.Length)
{
throw new Exception("double exponential input lengths don't match.");
}
if (ExcelUtil.isNull(calibrate))
{
calibrate = true;
}
if (ExcelUtil.isNull(issigmafixed))
{
issigmafixed = false;
}
if (ExcelUtil.isNull(isb1fixed))
{
isb1fixed = false;
}
if (ExcelUtil.isNull(isb2fixed))
{
isb2fixed = false;
}
if (ExcelUtil.isNull(islambdafixed))
{
islambdafixed = false;
}
DoubleVector tt = new DoubleVector(tenors.Length);
DoubleVector vols = new DoubleVector(volatilities.Length);
for (uint i = 0; i < tenors.Length; i++)
{
if ((ExcelUtil.isNull(tenors[i])) || (tenors[i] == 0))
{
continue;
}
tt.Add(tenors[i]);
vols.Add(volatilities[i]);
}
DoubleExponentialCalibration atmvol;
if ((initials.Length == 4) && (initials != null))
{
atmvol = new DoubleExponentialCalibration(tt, vols, initials[0], initials[1], initials[2], initials[3],
issigmafixed, isb1fixed, isb2fixed, islambdafixed);
}
else
{
atmvol = new DoubleExponentialCalibration(tt, vols);
}
if (calibrate)
{
atmvol.compute();
}
// Store the option and return its id
string id = "MODEL@" + ObjectId;
OHRepository.Instance.storeObject(id, atmvol, callerAddress);
id += "#" + (String)DateTime.Now.ToString(@"HH:mm:ss");
return(id);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return(e.Message);
}
}